General Information
Date: Monday, July 9, 2018, 8:30 - Friday, July 13, 2018, 16:30 (schedule)
Location: TU Wien, Vienna, Austria
Main Speakers
- Prof. Dr. Gareth W. Peters, Heriot-Watt University, Edinburgh, United Kingdom
- Prof. Dr. Pavel V. Shevchenko, Macquarie University, Sydney, Australia
Brief outline
Machine learning and data analytics is an emerging field that is beginning to have a strong influence on the field of actuarial science practice. The onset of big data applications in insurance has driven the profession to explore new ways to understand data and modelling. Unlike in Google and Facebook type technology applications where huge data bases of labelled data are available, in the insurance context we are often considering unsupervised learning methods. This course will address core methodology to tackle unsupervised problems of relevance to insurance applications.
(full abstract)
Special Invited Lectures
- Prof. Dr. Allan Hanbury, TU Wien, Austria
"Sentiment Analysis in Finance" (abstract) - Dr. Oleg Szehr, University of Vienna, Austria
"Methods of optimal transport in machine learning" (abstract) - Prof. Dr. Josef Teichmann, ETH Zurich, Switzerland
"Machine Learning Methods in Finance" (abstract)
Language
- English
Participants
- Practicing actuaries as well as researchers and advanced students with a good general knowledge of probability and statistics.
Continuing Professional Development
- Actuaries can earn 29 CPD points for attendance to this Vienna International Summer School.
Welcome Reception
- sponsored by
- Monday, July 9, 2018, after the talks for all participants.
Organiser
- FAM @ TU Wien - Research Unit Financial and Actuarial Mathematics
- VISS 2018 secretary: Sandra Trenovatz <viss2018@fam.tuwien.ac.at>
